+117.8%
ORLY vs CL
+30.0%
+87.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -2.3% | -1.4% | -1.0% | -1.8% |
| 30D | -8.2% | -5.2% | -3.0% | -6.1% |
| 3M | -3.5% | +3.3% | -6.8% | -4.7% |
| 6M | -9.2% | -4.4% | -4.8% | -7.7% |
| YTD | -5.8% | +13.9% | -19.7% | -11.2% |
| 1Y | -19.3% | +7.6% | -26.9% | -22.1% |
| 3Y | +34.4% | +29.6% | +4.9% | +16.7% |
| 5Y | +117.8% | +28.1% | +89.8% | +94.1% |
| All | +117.8% | +30.0% | +87.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling